| Trading Metrics calculated at close of trading on 22-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2018 |
22-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
2,783.25 |
2,765.75 |
-17.50 |
-0.6% |
2,777.25 |
| High |
2,808.00 |
2,789.50 |
-18.50 |
-0.7% |
2,831.50 |
| Low |
2,769.75 |
2,757.75 |
-12.00 |
-0.4% |
2,753.00 |
| Close |
2,775.00 |
2,764.00 |
-11.00 |
-0.4% |
2,775.00 |
| Range |
38.25 |
31.75 |
-6.50 |
-17.0% |
78.50 |
| ATR |
39.87 |
39.29 |
-0.58 |
-1.5% |
0.00 |
| Volume |
5,510 |
8,200 |
2,690 |
48.8% |
51,692 |
|
| Daily Pivots for day following 22-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,865.75 |
2,846.50 |
2,781.50 |
|
| R3 |
2,834.00 |
2,814.75 |
2,772.75 |
|
| R2 |
2,802.25 |
2,802.25 |
2,769.75 |
|
| R1 |
2,783.00 |
2,783.00 |
2,767.00 |
2,776.75 |
| PP |
2,770.50 |
2,770.50 |
2,770.50 |
2,767.25 |
| S1 |
2,751.25 |
2,751.25 |
2,761.00 |
2,745.00 |
| S2 |
2,738.75 |
2,738.75 |
2,758.25 |
|
| S3 |
2,707.00 |
2,719.50 |
2,755.25 |
|
| S4 |
2,675.25 |
2,687.75 |
2,746.50 |
|
|
| Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,022.00 |
2,977.00 |
2,818.25 |
|
| R3 |
2,943.50 |
2,898.50 |
2,796.50 |
|
| R2 |
2,865.00 |
2,865.00 |
2,789.50 |
|
| R1 |
2,820.00 |
2,820.00 |
2,782.25 |
2,803.25 |
| PP |
2,786.50 |
2,786.50 |
2,786.50 |
2,778.00 |
| S1 |
2,741.50 |
2,741.50 |
2,767.75 |
2,724.75 |
| S2 |
2,708.00 |
2,708.00 |
2,760.50 |
|
| S3 |
2,629.50 |
2,663.00 |
2,753.50 |
|
| S4 |
2,551.00 |
2,584.50 |
2,731.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,831.50 |
2,753.50 |
78.00 |
2.8% |
48.25 |
1.7% |
13% |
False |
False |
10,507 |
| 10 |
2,908.50 |
2,719.50 |
189.00 |
6.8% |
55.75 |
2.0% |
24% |
False |
False |
12,191 |
| 20 |
2,953.25 |
2,719.50 |
233.75 |
8.5% |
40.50 |
1.5% |
19% |
False |
False |
10,035 |
| 40 |
2,955.50 |
2,719.50 |
236.00 |
8.5% |
29.75 |
1.1% |
19% |
False |
False |
6,150 |
| 60 |
2,955.50 |
2,719.50 |
236.00 |
8.5% |
26.00 |
0.9% |
19% |
False |
False |
4,147 |
| 80 |
2,955.50 |
2,708.25 |
247.25 |
8.9% |
24.75 |
0.9% |
23% |
False |
False |
3,519 |
| 100 |
2,955.50 |
2,704.00 |
251.50 |
9.1% |
24.00 |
0.9% |
24% |
False |
False |
2,984 |
| 120 |
2,955.50 |
2,612.75 |
342.75 |
12.4% |
23.75 |
0.9% |
44% |
False |
False |
2,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,924.50 |
|
2.618 |
2,872.50 |
|
1.618 |
2,840.75 |
|
1.000 |
2,821.25 |
|
0.618 |
2,809.00 |
|
HIGH |
2,789.50 |
|
0.618 |
2,777.25 |
|
0.500 |
2,773.50 |
|
0.382 |
2,770.00 |
|
LOW |
2,757.75 |
|
0.618 |
2,738.25 |
|
1.000 |
2,726.00 |
|
1.618 |
2,706.50 |
|
2.618 |
2,674.75 |
|
4.250 |
2,622.75 |
|
|
| Fisher Pivots for day following 22-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,773.50 |
2,789.75 |
| PP |
2,770.50 |
2,781.25 |
| S1 |
2,767.25 |
2,772.50 |
|